Tauberian theorems for matrix regular variation

DOI10.1090/S0002-9947-2012-05751-5zbMath1277.40006OpenAlexW1989952459WikidataQ38283555 ScholiaQ38283555MaRDI QIDQ2839392

Mark M. Meerschaert, Hans-Peter Scheffler

Publication date: 5 July 2013

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-2012-05751-5

zbMATH Keywords

regular variationLaplace-Stieltjes transformKaramata's Tauberian theoremmatrix regular variation

Mathematics Subject Classification ID

Laplace transform (44A10) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Basic linear algebra (15A99) Tauberian theorems (40E05)

Related Items (1)

DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES

Cites Work

• Veraverbeke's theorem at large: on the maximum of some processes with negative drift and heavy tail innovations
• High risk scenarios and extremes. A geometric approach
• Time series: theory and methods.
• Invariance principles for some FARIMA and nonstationary linear processes in the domain of a stable distribution
• Some properties of gamma and beta matrix functions
• Regular Variation in R k
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